+15.9%
AJG vs AME
+21.1%
-5.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.6% | +10.1% | +3.7% |
| 7D | +10.7% | -4.4% | +15.2% | +9.1% |
| 30D | +26.9% | -5.9% | +32.8% | +24.6% |
| 3M | +16.6% | -6.5% | +23.1% | +14.7% |
| 6M | +40.1% | +3.2% | +36.9% | +40.6% |
| YTD | +12.4% | +16.0% | -3.6% | +12.1% |
| 1Y | +15.9% | +20.4% | -4.5% | +15.0% |
| All | +15.9% | +21.1% | -5.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling